NBIX Options History — August 2024

In August 2024, NBIX traded between $123.62 and $153.01. ATM implied volatility averaged 71.3%, placing in the 72.7% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 31.2% (HV 20d: 40.1%). Max pain ranged from $140.00 to $140.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 2.15.

Notable Days

  • 2024-08-28: Highest Volume — 6,839 contracts
  • 2024-08-28: Largest IV drop — 41.5% change
  • 2024-08-05: Highest IV Rank — 100.0%
  • 2024-08-06: Largest Expected Move — 26.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$146.00$123.62$153.01$152.34$126.47
Max Pain$140.00$140.00$140.00$140.00$140.00
ATM IV71.3%29.4%93.1%81.3%29.4%
Expected Move20.3%8.4%26.9%23.3%8.4%
HV 20d40.1%32.2%81.1%32.3%77.0%
HV 60d32.1%28.2%50.5%29.5%50.3%
IV Rank72.7%19.9%100.0%86.2%19.9%
IV Percentile91.4%40.5%100.0%98.8%40.5%
Term Structure-5.9%-17.3%7.5%0.5%-0.8%
VWIV70.0%30.4%92.2%86.3%30.4%
Skew 25d6.4%-3.6%18.1%-1.0%-0.4%
Skew 10d12.4%-28.6%45.9%-9.0%-3.2%
Call IV 25d64.6%31.9%87.5%80.4%31.9%
Put IV 25d71.0%31.5%99.0%79.4%31.5%
Bid-Ask Spread %65.9839.7084.7980.7884.79
Gamma HHI0.140.100.260.130.17
Net GEX1.4M-845.6K2.7M1.5M-682.7K
Net DEX-54.2M-87.6M31.0M-79.9M19.3M
Net VEX-325.1K-371.8K-189.2K-350.7K-218.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.150.0822.130.321.15
Total Volume1,034.0451046,8392,566454
Total OI18,841.59115,61821,64316,61521,161

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$152.34$140.0081.3%23.3%32.3%86.2%86.3%-1.0%0.5%1.5M-79.9M-350.7K0.3280.78N/AN/A1,94362311,2835,332
2024-08-02$153.01$140.0088.6%25.4%32.2%95.4%85.4%-3.6%-8.5%1.9M-87.6M-371.8K0.1976.66N/AN/A1352612,6365,696
2024-08-05$149.17$140.0092.9%25.0%33.4%100.0%88.9%15.9%-13.8%1.8M-75.3M-361.9K13.9857.04N/AN/A5982512,6365,714
2024-08-06$146.99$140.0086.5%26.9%33.9%91.9%92.2%18.1%-17.3%1.7M-65.9M-369.6K1.5839.70N/AN/A9114412,6786,604
2024-08-07$144.45$140.0090.5%26.5%32.7%96.9%90.9%17.0%-15.8%1.5M-54.9M-364.1K0.1250.31N/AN/A1241512,6966,707
2024-08-08$146.39$140.0093.1%23.5%33.0%100.0%79.8%14.1%-15.2%1.7M-60.7M-361.7K0.9146.01N/AN/A15013612,7416,721
2024-08-09$147.13$140.0080.1%21.3%32.9%83.6%77.4%11.8%-8.0%1.9M-62.2M-355.8K1.3355.31N/AN/A12817012,8156,851
2024-08-12$147.13$140.0070.5%20.5%32.9%71.6%73.0%5.7%-6.3%2.2M-60.7M-332.9K0.3856.39N/AN/A2609912,9016,941
2024-08-13$150.74$140.0077.1%21.7%34.0%79.9%77.9%7.6%-12.6%2.4M-71.6M-327.4K0.1264.08N/AN/A6337512,9876,971
2024-08-14$146.83$140.0079.9%22.9%34.8%83.4%77.0%5.8%-12.6%2.3M-64.8M-330.7K0.5364.84N/AN/A79741913,5837,011
2024-08-15$147.04$140.0080.7%23.1%34.8%84.4%78.6%4.3%-11.9%2.6M-69.3M-333.5K0.5467.51N/AN/A31316814,0457,413
2024-08-16$145.68$140.0077.5%22.2%34.9%80.4%75.1%7.2%-9.7%2.7M-60.7M-326.1K0.2370.09N/AN/A1,01522914,1777,466
2024-08-19$147.70$140.0074.5%21.4%35.1%76.7%73.3%2.0%-6.3%1.2M-57.4M-337.9K0.6861.44N/AN/A20013510,3225,476
2024-08-20$149.45$140.0080.3%23.0%35.3%83.9%78.2%5.6%-11.4%1.2M-61.6M-338.3K0.4261.99N/AN/A733110,4375,502
2024-08-21$150.53$140.0064.6%18.5%35.4%64.2%61.9%4.8%-0.5%1.5M-65.7M-324.9K0.0974.04N/AN/A9288410,4585,516
2024-08-22$152.46$140.0063.0%18.1%35.6%62.2%60.4%10.2%5.1%1.4M-66.3M-322.2K22.1370.76N/AN/A1403,09810,0705,548
2024-08-23$152.55$140.0061.7%17.7%35.6%60.6%60.7%8.2%4.9%1.1M-63.0M-339.3K0.1571.16N/AN/A1993010,1187,949
2024-08-26$152.63$140.0064.0%18.4%35.3%63.5%64.9%5.7%7.1%1.1M-64.4M-328.0K0.2966.84N/AN/A66219510,2098,106
2024-08-27$151.72$140.0062.2%17.8%33.1%61.2%56.6%7.0%7.5%1.3M-62.5M-336.9K0.0871.57N/AN/A2652010,7638,282
2024-08-28$123.62$140.0036.4%10.4%81.1%28.7%35.8%-2.9%-2.1%-845.6K31.0M-189.2K1.4779.31N/AN/A2,7714,06810,8888,290
2024-08-29$127.88$140.0034.1%9.8%77.2%25.9%35.1%-1.4%-1.3%-248.5K10.9M-230.7K0.6981.01N/AN/A48533411,8558,960
2024-08-30$126.47$140.0029.4%8.4%77.0%19.9%30.4%-0.4%-0.8%-682.7K19.3M-218.3K1.1584.79N/AN/A21124311,9699,192